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浙江大学学报(理学版)  2020, Vol. 47 Issue (5): 559-563    DOI: 10.3785/j.issn.1008-9497.2020.05.007
数学与计算机科学     
END随机变量序列移动平均过程的极限性质
宋明珠, 邵静, 刘彩云
铜陵学院 数学与计算机学院,安徽 铜陵 244000
Limiting properties of moving average processes for END random variable sequence
SONG Mingzhu, SHAO Jing, LIU Caiyun
Institute of Mathematics and Computing,Tongling University, Tongling 244000, Anhui Province,China
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摘要: 介绍了由END随机变量序列生成的移动平均过程,利用END随机变量序列的Rademacher-Menshov型不等式,得到了移动平均过程部分和最大值的矩完全收敛性和几乎处处收敛的极限性质。END随机变量序列是范围较广的相依序列,得到的结论是对前人研究工作的推进。
关键词: END随机变量序列矩完全收敛性极限性质移动平移过程    
Abstract: In this paper, we investigate the moving average processes, which is generated by extended negatively dependent (END) random variables Sequence. By using the Rademacher-Menshov type inequality of END random variables sequence, the limit properties of moment complete convergence and almost everywhere convergence of the maximal partial sums for moving average processes are obtained. END random variables sequence are widely used dependent sequence, our results extend the corresponding results in previous papers.
Key words: END random variable sequence    moving average processes    complete moment convergence    limiting properties
收稿日期: 2018-11-29 出版日期: 2020-09-25
CLC:  O211.4  
基金资助: 安徽省高校自然科学研究重点项目(KJ2019A0700, KJ2019A0701);安徽省高校优秀青年人才支持计划重点项目(gxyqZD2016317);安徽省级大学生创新创业训练计划项目(201810383173).
作者简介: 宋明珠(1979—),ORCID:http://orcid.org/0000-0002-4529-6306,女,硕士,副教授,主要从事随机过程研究,E-mail:songmingzhu2006@126.com.。
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宋明珠, 邵静, 刘彩云. END随机变量序列移动平均过程的极限性质[J]. 浙江大学学报(理学版), 2020, 47(5): 559-563.

SONG Mingzhu, SHAO Jing, LIU Caiyun. Limiting properties of moving average processes for END random variable sequence. Journal of Zhejiang University (Science Edition), 2020, 47(5): 559-563.

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https://www.zjujournals.com/sci/CN/10.3785/j.issn.1008-9497.2020.05.007        https://www.zjujournals.com/sci/CN/Y2020/V47/I5/559

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